Hedge fund tail risk : an investigation in stressed markets
Monica Billio, Lorenzo Frattarolo, and Loriana Pelizzon
| Year of publication: |
2016
|
|---|---|
| Authors: | Billio, Monica ; Frattarolo, Lorenzo ; Pelizzon, Loriana |
| Published in: |
The journal of alternative investments. - New York, NY : Pageant Media Ltd., ISSN 1520-3255, ZDB-ID 2049760-X. - Vol. 18.2015/2016, 4, p. 109-124
|
| Subject: | Hedgefonds | Hedge fund | Portfolio-Management | Portfolio selection | Systemrisiko | Systemic risk | Finanzkrise | Financial crisis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011471222